In Memoriam: Roger J-B Wets
Roger J-B Wets was a Distinguished Research Professor of Mathematics at UC Davis, who passed away in April 2025. He was well regarded as an inspiring mathematician and described by his students as an amazing mentor. He guided nineteen students to their Ph.D. and developed a Mathematical Finance course for our Department. Collaborators talk of both his brilliance at research, but also his kindness, good humor, and thoughtful personality.
Born in Belgium in 1937, Roger Wets received his licence at Universite de Bruxelles, Belgium in Applied Economics in 1961. After getting his Ph.D. in Engineering Sciences in 1965, Wets worked with Boeing Research Labs, before joining faculty at University of Kentucky, then Chicago, before finally joining UC Davis in 1984.
Wets' research focused on stochastic optimization and he has been described as a leader in variational analysis. His work, together with R. Tyrrell Rockafellar and the students he's mentored, has had a profound influence on optimization theory, computations, and applications. He received a number of prizes that include Guggenheim and Erskine Fellowships, the SIAM-MPS Dantzig Prize in Mathematical programming, and the INFORMS Lanchester prize for the book “Variational Analysis” that he co-authored with Rockafellar. During the last decade his research was focused on equilibrium problems, in particular equilibrium problems in a stochastic environment, and on non-parametric estimation, in particular on the fusion of hard and soft information.
His contributions extended beyond theory, applying his expertise to real-world challenges. His research took him to projects related to aerospace, telecommunications, finance, soil management and water resources, manufacturing and energy. He was widely published, not just in pure and applied mathematical journals, but also in journals dealing with probability, statistics, economics and ecology. He was a vibrant personality, and he will be missed.
In honor of his memory, the Wets family has created an endowment to the Stochastic Programming Society (SPS) for the Roger J-B Wets Junior Researcher Best Paper Prize. This award recognizes outstanding contributions by junior researchers in the field of stochastic programming who are within seven years of earning their highest degree, and the inaugural prize was presented at the International Conference on Stochastic Programming (ICSP), held at École des Ponts, IP Paris, France, in July 2025.